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Some joint distributions for conditional random walks
Authors:E. Cs  ki,S. G. Mohanty
Affiliation:E. Csáki,S. G. Mohanty
Abstract:Joint distributions concerning maxima, minima, and their indices are determined for certain conditional random walks called Bernoulli excursion and Bernoulli meander. The distribution of the local time of these processes is treated by generating function technique. Limiting distributions are also given, providing some partial results for Brownian excursion and meander.
Keywords:Bernoulli excursion  Bernoulli meander  Brownian excursion  Brownian meander  maxima  minima  local time  limiting distributions
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